This is a theory that keeps coming up on the internet. However, roman dodecahedra predate knitting by almost a thousand years. The earliest known knitting was from the 11th century (https://en.wikipedia.org/wiki/Knitting#History_and_culture), while the earliest dodecahedra are from the 2nd century (https://en.wikipedia.org/wiki/Roman_dodecahedron#History)